public void EstimateAll(InputData inData, OptimizationFunctionIntNDFactory optFuncFactory)
{
OptimizationFunctionIntND optTestFunction = optFuncFactory.CreateOptimizationFunctionIntND(
inData, inData.Data[0].DateTime, EstimationFunctionType.RelativeStudent, new Account(Settings1.Default.Balance, Settings1.Default.Commision));
optTestFunction.EstimateAll(string.Format("{0}-{1}-{2}", inData.Symbol, inData.Data.First().DateTime.ToString("yyyyMMdd"), inData.Data.Last().DateTime.ToString("yyyyMMdd")));
}
private void Start_Click(object sender, RoutedEventArgs e)
{
Log4Smart.Logger.ClearAllResult();
ButtonStart.IsEnabled = false;
IEnumerable <string> allSymbols = symbolChooser.SymbolViewItems.Select(p => p.Symbol.Trim().ToLower());
string baseResultPath = Path.Combine(Path.GetDirectoryName(System.Reflection.Assembly.GetEntryAssembly().Location), "result");
SwapCollection swapCollection = new SwapCollection();
swapCollection.LoadSwap(GetSwapFilePath());
TestManagerViewModel tma = new TestManagerViewModel(Math.Min(Environment.ProcessorCount, Int32.Parse(ConfigurationManager.AppSettings["MaxThreadNumber"])));
foreach (string currPath in GetAllSymbolPath())
{
if (!allSymbols.Contains(Path.GetFileName((currPath).ToLower())))
{
continue;
}
try
{
InputData inData = new InputData();
inData.LoadFromDirectory(currPath, swapCollection);
string baseSymbolResultPath = System.IO.Path.Combine(baseResultPath, inData.Symbol);
List <string> extractedParameterNames = new List <string>();
ConfigReader confReader =
//new MartinGaleConfigReader();
//new Pipsovik.PipsovikConfigReader();
//new SuperAdaptStrategy.SuperAdaptConfigReader();
new BuyLimitAndWait.BuyLimitAndWaitConfigReader();
List <StratergyParameterRange> ranges = confReader.GetRanges(extractedParameterNames);
foreach (StratergyParameterRange currStratergyParameterRange in ranges)
{
OptimizationFunctionIntNDFactory factory = GetStrategyFactory(currStratergyParameterRange, confReader);
DateTime startAnalyzeDateTime = inData.Data[0].DateTime;
tma.RunBruteForceTest(Path.Combine(baseSymbolResultPath, currStratergyParameterRange.ToString(extractedParameterNames)),
inData, factory);
}
}
catch (Exception exc)
{
MessageBox.Show(exc.ToString());
}
}
tma.WaitJobFinished();
System.Windows.MessageBox.Show("AnalyseStrategyeMarginEquityWindow Completed");
}
public void RunBruteForceTest(string defaultDir, InputData inData, OptimizationFunctionIntNDFactory optFuncFactory)
{
if (!System.IO.Directory.Exists(defaultDir))
{
System.IO.Directory.CreateDirectory(defaultDir);
}
semaphore.WaitOne();
System.Threading.Thread t = new Thread(new ParameterizedThreadStart(RunSinglePeriodBruteForceTest));
t.Start(new TestParameters(inData, inData.Data[0].DateTime, inData.Data.Last().DateTime, optFuncFactory, defaultDir));
}
public void RunGeneticTests(string defaultDir, InputData inData, DateTime startDate, int daysInterval, int daysTestInterval, OptimizationFunctionIntNDFactory optFuncFactory)
{
if (!System.IO.Directory.Exists(defaultDir))
{
System.IO.Directory.CreateDirectory(defaultDir);
}
DateTime currentDate = inData.Data.Last().DateTime;
while (currentDate.DayOfWeek != DayOfWeek.Saturday)
{
currentDate = currentDate.AddDays(-1);
}
currentDate = currentDate.Date.AddWorkingDay(-1).AddWorkingDay(1);
int i = 0;
do
{
semaphore.WaitOne();
System.Threading.Thread t = new Thread(new ParameterizedThreadStart(RunSinglePeriodBruteForceTest));
t.Start(new TestParameters(inData, currentDate.AddWorkingDay(-daysInterval + 1), daysInterval, daysTestInterval, i++ == 0, optFuncFactory, defaultDir));
//RunSingleTest(new TestParameters(inData, currentDate.AddWorkingDay(-daysInterval + 1), daysInterval, daysTestInterval, i++ == 0, optFuncFactory, defaultDir));
currentDate = currentDate.AddWorkingDay(-daysTestInterval);
}while(startDate < currentDate);
}
public TestParameters(InputData inData, DateTime startDate, int daysInterval, int daysTestInterval, bool IsFullStatistics, OptimizationFunctionIntNDFactory optimizationFunctionFactory, string dir)
{
this.inData = inData;
this.startDate = startDate;
this.daysInterval = daysInterval;
this.daysTestInterval = daysTestInterval;
this.IsFullStatistics = IsFullStatistics;
this.OptimizationFunctionFactory = optimizationFunctionFactory;
this.DefaultDirectory = dir;
}
public TestParameters(InputData inData, DateTime startDate, DateTime endDate, OptimizationFunctionIntNDFactory optimizationFunctionFactory, string dir)
{
this.inData = inData;
this.startDate = startDate;
this.endDate = endDate;
this.OptimizationFunctionFactory = optimizationFunctionFactory;
this.DefaultDirectory = dir;
}
